rBayesianOptimization (version 1.0.0)

Utility: Utility Computing Function

Description

Computing Utility.

Usage

Utility(x_vec, GP, acq = "ucb", y_max, kappa, eps)

Arguments

x_vec

a vector of scaled hyperparameters

GP

an object of class GP

acq

Acquisition function type to be used

y_max

The current maximum known value of the target utility function

kappa

tunable parameter kappa to balance exploitation against exploration

eps

tunable parameter epsilon to balance exploitation against exploration

Value

negative utility to be minimized